{"id":265767,"date":"2022-09-12T19:15:09","date_gmt":"2022-09-12T18:15:09","guid":{"rendered":"https:\/\/www.quantifiedmodels.com\/easylanguage-volatilidad-estrategia-orb-intradia-para-es\/"},"modified":"2023-05-05T12:23:42","modified_gmt":"2023-05-05T11:23:42","slug":"volatilidad-estrategia-orb-intradia","status":"publish","type":"post","link":"https:\/\/www.quantifiedmodels.com\/es\/volatilidad-estrategia-orb-intradia\/","title":{"rendered":"Volatilidad: Estrategia ORB Intrad\u00eda para ES"},"content":{"rendered":"<p>[et_pb_section fb_built=&#8221;1&#8243; admin_label=&#8221;section&#8221; _builder_version=&#8221;4.16&#8243; custom_padding=&#8221;0px|0px|0px|0px|true|true&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_row use_custom_gutter=&#8221;on&#8221; make_equal=&#8221;on&#8221; admin_label=&#8221;row&#8221; _builder_version=&#8221;4.16&#8243; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; width=&#8221;100%&#8221; custom_padding=&#8221;0px||0px||true|false&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.16&#8243; custom_padding=&#8221;|||&#8221; global_colors_info=&#8221;{}&#8221; custom_padding__hover=&#8221;|||&#8221;][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.21.0&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<h2>Volatilidad: C\u00f3digo fuente para sistema de trading intrad\u00eda en S&amp;P500 @ES.D<\/h2>\n<p>\u00bfLe llam\u00f3 la atenci\u00f3n ese t\u00edtulo?<\/p>\n<p>\u00a0Este c\u00f3digo es realmente genial as\u00ed que pens\u00e9 en compartirlo con ustedes. Echa un vistazo a esta imagen bastante genial.<\/p>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/09\/IMAGEN-April1stBlog.jpg&#8221; alt=&#8221;Break Out de seis barras con buffer de volatilidad y trailing stop de volatilidad&#8221; title_text=&#8221;Break Out de seis barras con buffer de volatilidad y trailing stop de volatilidad&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.19.5&#8243; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-10px||||false|false&#8221; custom_padding=&#8221;0px||||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Break Out de seis barras con buffer de volatilidad y trailing stop de volatilidad<\/p>\n<p>[\/et_pb_text][et_pb_text _builder_version=&#8221;4.19.5&#8243; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Gracias a un lector de este blog (AG), se me ocurri\u00f3 esta idea y program\u00e9 un sistema de day trading muy sencillo que incorporaba un trailing stop de volatilidad. Quer\u00eda asegurarme de que lo hab\u00eda programado correctamente y siempre quise dibujar un cuadro en el gr\u00e1fico \u2013 gracias a (TJ) de los foros de MC por darme impulso en el aspecto gr\u00e1fico del proyecto.<\/p>\n<p>Como se me ha acabado el tiempo por hoy \u2013 tengo que cortarme el pelo. Tendr\u00e9 que esperar hasta ma\u00f1ana para explicar el c\u00f3digo. Pero muy r\u00e1pidamente el sistema.<\/p>\n<p>Comprar x% por encima de la primera barra alta y, a continuaci\u00f3n, establecer un trailing stop z% del rango promedio de la barra y \u2013 mover al punto de equilibrio cuando las ganancias superan $w. Lo contrario va para el lado corto. Un largo y un corto s\u00f3lo se permite durante el d\u00eda y la salida de todos en el cierre.<\/p>\n<p>Qu\u00e9 m\u00e1s da, aqu\u00ed est\u00e1 el c\u00f3digo de la Estrategia:<\/p>\n<p>[\/et_pb_text][et_pb_text _builder_version=&#8221;4.16&#8243; text_font=&#8221;Raleway||||||||&#8221; text_text_color=&#8221;#ffffff&#8221; text_font_size=&#8221;15px&#8221; text_line_height=&#8221;1.9em&#8221; header_font=&#8221;Raleway||||||||&#8221; header_2_font=&#8221;Poppins|700|||||||&#8221; header_2_text_align=&#8221;left&#8221; header_2_text_color=&#8221;#000000&#8243; header_2_font_size=&#8221;36px&#8221; header_2_line_height=&#8221;1.2em&#8221; header_4_font=&#8221;Poppins|600|||||||&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#0c5adb&#8221; header_4_font_size=&#8221;20px&#8221; header_4_line_height=&#8221;1.2em&#8221; background_color=&#8221;#000000&#8243; text_orientation=&#8221;justified&#8221; header_2_font_size_tablet=&#8221;&#8221; header_2_font_size_phone=&#8221;24px&#8221; header_2_font_size_last_edited=&#8221;on|phone&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"code-embed-wrapper\">\n<pre class=\"language-c code-embed-pre line-numbers\" data-start=\"1\" data-line-offset=\"0\"><code class=\"language-c code-embed-code\">\ninputs: startTradeTime(930),startTradeBars(6),endTradeTime(1530),\nbreakOutVolPer(0.5),trailVolPer(.25),breakEven$(500);\n\nvars: longsToday(0),shortsToday(0),\nlongStop(0),shortStop(0),\nlongTrail(0),shortTrail(0),\ntrailVolAmt(0),\nbarCount(0),highToday(0),lowToday(0),\nvolAmt(0),mp(0);\n\nif t = startTradeTime + barinterval then\nbegin\nlongsToday = 0;\nshortsToday = 0;\nlongStop = 0;\nshortStop = 0;\nlongTrail = 0;\nshortTrail = 99999999;\nbarCount = 0;\nhighToday = 0;\nlowToday = 999999999;\nend;\n\nhighToday = maxList(h,highToday);\nlowToday = minList(l,lowToday);\n\nmp = marketPosition;\n\nbarCount +=1;\n\nif barCount &gt;= startTradeBars then\nbegin\nvolAmt = average(range,startTradeBars);\nif barCount = startTradeBars then\nbegin\nlongStop = highToday + breakOutVolPer * volAmt;\nshortStop = lowToday - breakOutVolPer * volAmt;\nend;\nif t &lt; endTradeTime then\nbegin\nif longsToday = 0 then buy(\"volOrboL\") next bar at longStop stop;\nif shortsToday = 0 then sellShort(\"volOrboS\") next bar shortStop stop;\nend;\n\ntrailVolAmt = volAmt * trailVolPer;\nif mp = 1 then\nbegin\nlongsToday +=1;\nif c &gt; entryPrice + breakEven$\/bigPointValue then\nlongTrail = maxList(entryPrice,longTrail);\nlongTrail = maxList(c - trailVolAmt,longTrail);\nsell(\"L-TrlX\") next bar at longTrail stop;\nend;\nif mp = -1 then\nbegin\nshortsToday +=1;\nif c &lt; entryPrice - breakEven$\/bigPointValue then\nshortTrail = minList(entryPrice,shortTrail);\nshortTrail = minList(c + trailVolAmt,shortTrail);\nbuyToCover(\"S-TrlX\") next bar at shortTrail stop;\nend;\nend;\nsetExitOnClose;\n<\/code><\/pre>\n<\/div>\n<p>[\/et_pb_text][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.19.5&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"et_pb_module et_pb_text et_pb_text_4 et_pb_text_align_justified et_pb_bg_layout_light\">\n<div class=\"et_pb_text_inner\">\n<p>Y el c\u00f3digo para el indicador de seguimiento de la estrategia, es el siguiente:<\/p>\n<\/div>\n<\/div>\n<div class=\"et_pb_module et_pb_text et_pb_text_5 et_pb_text_align_justified et_pb_bg_layout_light\">\n<div class=\"et_pb_text_inner\">\n<div class=\"code-embed-wrapper\"><\/div>\n<\/div>\n<\/div>\n<p>[\/et_pb_text][et_pb_text _builder_version=&#8221;4.16&#8243; text_font=&#8221;Raleway||||||||&#8221; text_text_color=&#8221;#ffffff&#8221; text_font_size=&#8221;15px&#8221; text_line_height=&#8221;1.9em&#8221; header_font=&#8221;Raleway||||||||&#8221; header_2_font=&#8221;Poppins|700|||||||&#8221; header_2_text_align=&#8221;left&#8221; header_2_text_color=&#8221;#000000&#8243; header_2_font_size=&#8221;36px&#8221; header_2_line_height=&#8221;1.2em&#8221; header_4_font=&#8221;Poppins|600|||||||&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#0c5adb&#8221; header_4_font_size=&#8221;20px&#8221; header_4_line_height=&#8221;1.2em&#8221; background_color=&#8221;#000000&#8243; text_orientation=&#8221;justified&#8221; header_2_font_size_tablet=&#8221;&#8221; header_2_font_size_phone=&#8221;24px&#8221; header_2_font_size_last_edited=&#8221;on|phone&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<div class=\"code-embed-wrapper\">\n<pre class=\"language-c code-embed-pre line-numbers\" data-start=\"1\" data-line-offset=\"0\"><code class=\"language-c code-embed-code\">\ninputs: startTradeTime(930),startTradeBars(6),endTradeTime(1530),\n\t\tbreakOutVolPer(0.5),trailVolPer(.25),breakEven$(500);\n\t\t\n\nvars:\tlongsToday(0),shortsToday(0),\n\t\tlongStop(0),shortStop(0),\n\t\tlongTrail(0),shortTrail(0),\n\t\ttrailVolAmt(0),\n\t\tbarCount(0),highToday(0),lowToday(0),\n\t\tvolAmt(0),mp(0);\n\t\t\nif t = startTradeTime + barinterval then\nbegin\n\tlongsToday = 0;\n\tshortsToday = 0;\n\tlongStop = 0;\n\tshortStop = 0;\n\tlongTrail = 0;\n\tshortTrail = 99999999;\n\tbarCount = 0;\n\thighToday = 0;\n\tlowToday = 999999999;\n\tmp = 0;\nend;\n\nhighToday = maxList(h,highToday);\nlowToday = minList(l,lowToday);\n\t\t\nbarCount +=1;\n\nvars: iCnt(0),mEntryPrice(0),myColor(0);\n\nif barCount &gt;= startTradeBars  then\nbegin\n\tvolAmt = average(range,startTradeBars);\n\tif barCount = startTradeBars then\n\tbegin\n\t\tlongStop = highToday + breakOutVolPer * volAmt;\n\t\tshortStop = lowToday - breakOutVolPer * volAmt;\n\t\tfor iCnt = 0 to startTradeBars-1\n\t\tbegin\n\t\t\tplot1[iCnt](longStop,\"BuyBO\",default,default,default);\n\t\t\tplot2[iCnt](shortStop,\"ShrtBo\",default,default,default);\n\t\tend;\n\n\tend;\n\tif t &lt; endTradeTime then \tbegin \t\tif longsToday = 0 and h &gt;= longStop then \n\t\tbegin\n\t\t\tmp = 1;\n\t\t\tmEntryPrice = maxList(o,longStop);\n\t\t\tlongsToday += 1;\n\t\tend;\n\t\tif shortsToday = 0 and l &lt;= shortStop then \t\tbegin \t\t\tmp = -1; \t\t\tmEntryPrice = minList(o,shortStop); \t\t\tshortsToday +=1; \t\tend;\t \t\tplot3(longStop,\"BuyBOXTND\",default,default,default); \t\tplot4(shortStop,\"ShrtBOXTND\",default,default,default); \tend; \t \ttrailVolAmt = volAmt * trailVolPer; \t \tif mp = 1 then \tbegin \t\tif c &gt; mEntryPrice + breakEven$\/bigPointValue then\n\t\t\tlongTrail = maxList(mEntryPrice,longTrail);\n\n\t\tlongTrail = maxList(c - trailVolAmt,longTrail);\n\t\tplot5(longTrail,\"LongTrail\",default,default,default);\n\tend;\n\tif mp = -1 then\n\tbegin\n\t\tif c &lt; mEntryPrice - breakEven$\/bigPointValue then\n\t\t\tshortTrail = minList(mEntryPrice,shortTrail);\n\t\tshortTrail = minList(c + trailVolAmt,shortTrail);\n\t\tplot6(shortTrail,\"ShortTrail\",default,default,default);\n\tend;\nend;\n<\/code><\/pre>\n<\/div>\n<p>[\/et_pb_text][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.19.5&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Es muy importante establecer los valores predeterminados de los indicadores as\u00ed<\/p>\n<p>Para la caja BO utilice estos ajustes \u2013 son los primeros 4 ploteos:<\/p>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/09\/VolIndic1.jpg&#8221; alt=&#8221;Utilice estos colores y barra alta y barra baja y establezca la opacidad&#8221; title_text=&#8221;Utilice estos colores y barra alta y barra baja y establezca la opacidad&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.19.5&#8243; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-10px||||false|false&#8221; custom_padding=&#8221;0px||||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Utilice estos colores y barra alta y barra baja y establezca la opacidad<\/p>\n<p>[\/et_pb_text][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.19.5&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>La caja se crea dibujando l\u00edneas gruesas semitransparentes desde BuyBo y BuyBOXTND hasta ShrtBo y ShrtBOXTND. As\u00ed que los componentes de Buy (Compra) de los 4 primeros trazos deben ser Bar High y los componentes Short (Cortos) deben ser Bar Low.<\/p>\n<p>&nbsp;<\/p>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/09\/Conf-Sis-VolIndic3.jpg&#8221; alt=&#8221;Use la barra baja para los trazos ShrtBo y ShrtBOXTND&#8221; title_text=&#8221;Use la barra baja para los trazos ShrtBo y ShrtBOXTND&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.19.5&#8243; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-10px||||false|false&#8221; custom_padding=&#8221;0px||||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Use la barra baja para los trazos ShrtBo y ShrtBOXTND<\/p>\n<p>[\/et_pb_text][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.19.5&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Tambi\u00e9n he utilizado diferentes colores para el BuyBo\/ShrtBo y el BuyBOXTND\/ShrtBOXTND. Esta es la configuraci\u00f3n:<\/p>\n<p>&nbsp;<\/p>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/09\/colores-para-el-BuyBOXTND-ShrtBOXTND-VolIndic5.jpg&#8221; alt=&#8221;Colors configuration for the BuyBo\/ShrtBo&#8221; title_text=&#8221;Colors configuration for the BuyBo\/ShrtBo&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.19.5&#8243; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/09\/colores-para-el-BuyBo-ShrtBo-VolIndic4.jpg&#8221; alt=&#8221;Colors configuration for the BuyBOXTND\/ShrtBOXTND&#8221; title_text=&#8221;Colors configuration&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.19.5&#8243; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.19.5&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>La l\u00ednea de color m\u00e1s oscuro en la \u00faltima barra de la ruptura es causada por la superposici\u00f3n de los dos conjuntos de trazados.<\/p>\n<p>As\u00ed es como se configuran los ploteos del trailing stop:<\/p>\n<p>[\/et_pb_text][et_pb_image src=&#8221;https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/09\/Hacer-puntos-y-hacerlos-grandes-Tengo-el-juego-rojo-y-azul-VolIndic2.jpg&#8221; alt=&#8221;Hacer puntos y hacerlos grandes \u2013 Tenemos el conjunto rojo y azul&#8221; title_text=&#8221;Hacer puntos y hacerlos grandes \u2013 Tenemos el conjunto rojo y azul&#8221; show_in_lightbox=&#8221;on&#8221; use_overlay=&#8221;on&#8221; overlay_icon_color=&#8221;#F53A71&#8243; hover_overlay_color=&#8221;rgba(33,7,80,0.6)&#8221; hover_icon=&#8221;&#xe054;||divi||400&#8243; align=&#8221;center&#8221; _builder_version=&#8221;4.19.5&#8243; width=&#8221;60%&#8221; width_tablet=&#8221;60%&#8221; width_phone=&#8221;60%&#8221; width_last_edited=&#8221;on|desktop&#8221; module_alignment=&#8221;center&#8221; custom_padding=&#8221;10px|20px|10px|20px|false|false&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_image][et_pb_text _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; text_font_size=&#8221;14px&#8221; text_orientation=&#8221;center&#8221; custom_margin=&#8221;-10px||||false|false&#8221; custom_padding=&#8221;0px||||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Hacer puntos y hacerlos grandes \u2013 Tenemos el conjunto rojo y azul<\/p>\n<p>[\/et_pb_text][et_pb_text ul_type=&#8221;square&#8221; ul_position=&#8221;inside&#8221; ol_type=&#8221;decimal-leading-zero&#8221; ol_item_indent=&#8221;10px&#8221; _builder_version=&#8221;4.19.5&#8243; text_line_height=&#8221;1.5em&#8221; link_font=&#8221;|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; ul_font=&#8221;||||||||&#8221; ul_font_size=&#8221;16px&#8221; ol_font_size=&#8221;16px&#8221; ol_line_height=&#8221;1.8em&#8221; quote_font=&#8221;TT Octosquares Medium||||||||&#8221; quote_text_align=&#8221;left&#8221; quote_text_color=&#8221;#210750&#8243; quote_font_size=&#8221;18px&#8221; header_2_text_align=&#8221;left&#8221; header_2_line_height=&#8221;1.2em&#8221; header_3_text_align=&#8221;left&#8221; header_3_text_color=&#8221;#7138DF&#8221; header_3_font_size=&#8221;24px&#8221; header_3_line_height=&#8221;1.2em&#8221; header_4_text_align=&#8221;left&#8221; header_4_text_color=&#8221;#7138DF&#8221; header_4_font_size=&#8221;22px&#8221; header_4_line_height=&#8221;1.2em&#8221; header_5_text_color=&#8221;#333333&#8243; header_5_font_size=&#8221;20px&#8221; header_6_text_color=&#8221;#333333&#8243; header_6_font_size=&#8221;18px&#8221; text_orientation=&#8221;justified&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Con esto finalizamos el art\u00edculo. Esperamos les sirva de utilidad esta informaci\u00f3n para construir sistemas de trading sobre el @ES basados en volatilidad.<\/p>\n<p>Si le gusta el dise\u00f1o de sistemas de trading, tenemos disponible la herramienta <strong>\u00ab<a href=\"https:\/\/www.quantifiedmodels.com\/es\/productos-trading-algoritmico\/herramientas-de-trading\/qm-strategy-development\/forbidden-patterns-tool\/\">Forbidden Patterns Tool<\/a><\/strong>\u00bb, la cual utiliza este tipo de t\u00e9cnica para definir un patr\u00f3n y luego analizar todas sus posibles permutaciones.<\/p>\n<p>Si desea m\u00e1s informaci\u00f3n y ver una prueba de esta herramienta, haga clic en el siguiente enlace:<span>\u00a0<\/span><a href=\"https:\/\/www.quantifiedmodels.com\/es\/contacto\/\" target=\"_blank\" rel=\"noopener\" role=\"link\">Solicitar Prueba<\/a><\/p>\n<p>[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row use_custom_gutter=&#8221;on&#8221; gutter_width=&#8221;1&#8243; make_equal=&#8221;on&#8221; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; width=&#8221;100%&#8221; max_width=&#8221;100%&#8221; module_alignment=&#8221;center&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_divider color=&#8221;#7138DF&#8221; divider_position=&#8221;center&#8221; divider_weight=&#8221;3px&#8221; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; width=&#8221;90%&#8221; max_width=&#8221;90%&#8221; module_alignment=&#8221;right&#8221; custom_margin=&#8221;10px||0px||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; animation_style=&#8221;zoom&#8221; animation_direction=&#8221;right&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_divider][et_pb_text _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; link_font=&#8221;TT Octosquares Medium|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; text_orientation=&#8221;right&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||2px||false|false&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Este art\u00edculo fue redactado y cedido por George Pruitt <br \/>y publicado en su blog el 01 de abril del 2021<\/p>\n<p>[\/et_pb_text][et_pb_cta title=&#8221;Canal de YouTube de Quantified Models&#8221; button_url=&#8221;https:\/\/www.youtube.com\/channel\/UC1aM_BnnBAWRSjiApHVGD5w&#8221; url_new_window=&#8221;on&#8221; button_text=&#8221;Mira nuestros videos&#8221; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; header_text_align=&#8221;center&#8221; header_text_color=&#8221;#75E1EE&#8221; header_font_size=&#8221;26px&#8221; body_font_size=&#8221;18px&#8221; background_color=&#8221;#210750&#8243; custom_button=&#8221;on&#8221; button_text_color=&#8221;#210750&#8243; button_bg_color=&#8221;#75E1EE&#8221; button_border_width=&#8221;0px&#8221; button_border_radius=&#8221;0px&#8221; button_font=&#8221;TT Octosquares Medium||||||||&#8221; button_icon=&#8221;&#xe04a;||divi||400&#8243; button_icon_color=&#8221;#FFFFFF&#8221; custom_margin=&#8221;20px||20px||false|false&#8221; locked=&#8221;off&#8221; global_colors_info=&#8221;{}&#8221; button_bg_color__hover=&#8221;#F53A71&#8243; button_bg_color__hover_enabled=&#8221;on|desktop&#8221; button_bg_enable_color__hover=&#8221;on&#8221; button_text_color__hover=&#8221;#FFFFFF&#8221; button_text_color__hover_enabled=&#8221;on|hover&#8221;]<\/p>\n<p>En nuestro canal de YouTube tenemos varios videos disponibles que pueden resultarle muy \u00fatiles para desarrollar sistemas de trading.<\/p>\n<p>Esperamos que esta informaci\u00f3n te haya sido de utilidad.<\/p>\n<p>[\/et_pb_cta][\/et_pb_column][\/et_pb_row][\/et_pb_section]<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Para un Quantum Trader entender y programar nuestros sistemas es una labor de cada d\u00eda (intrad\u00eda), aqu\u00ed le presentamos \u00e9ste c\u00f3digo en EasyLanguage.<\/p>\n","protected":false},"author":1,"featured_media":265186,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_et_pb_use_builder":"on","_et_pb_old_content":"","_et_gb_content_width":"","_ayudawp_aiss_exclude":false,"_ayudawp_aiss_summary":"","_ayudawp_aiss_summary_provider":"","_ayudawp_aiss_summary_hash":"","footnotes":""},"categories":[110,114],"tags":[281,286,435,289,355,333,304,349,308,357,363,364,367],"class_list":["post-265767","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-easylanguage-es","category-tradestation-es","tag-bo-es","tag-buy-es","tag-codigo-es","tag-es-es","tag-estrategia","tag-intradia","tag-orb-es","tag-quant-es","tag-short-es","tag-sistema","tag-trader-es","tag-trading-es","tag-volatilidad"],"_links":{"self":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts\/265767","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/comments?post=265767"}],"version-history":[{"count":0,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts\/265767\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/media\/265186"}],"wp:attachment":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/media?parent=265767"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/categories?post=265767"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/tags?post=265767"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}